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Markov Chains (Part 2)
– Go from 0 to 1 in one step and then go from 1 to 0 in one step • Therefore, p(2) 00 = P(X 2 = 0 | X 0 =0) = p 00p 00+p 01p 10 • In short, • You just wrote down your first Chapman-Kolmogorov equation using intuition • Now use the above intuition to write down the other 2-step transition probabilities p(2) 01 ,p (2…
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